期刊論文| 1. | Huson, M. R.、Mackinnon, G.(2003)。Corporate spinoffs and information asymmetry between investors。Journal of Corporate Finance，9(4)，481-503。   |
| 2. | Clarke, J. E.、Fee, C. E.、Thomas, S.(2004)。Corporate diversification and asymmetric information: evidence from stock market trading characteristics。Journal of Corporate Finance，10(1)，105-129。 |
| 3. | Pagan, A.(1996)。The Econometrics of Financial Markets。Journal of Empirical Finance，3(1)，15-102。 |
| 4. | Gorton, Gary B.、Pennacchi, George G.(1993)。Security baskets and index-linked securities。Journal of Business，66(1)，1-27。 |
| 5. | Daley, Lane、Mehrotra, Vikas、Sivakumar, Ranjini(1997)。Corporate Focus and Value Creation: Evidence from Spinoffs。Journal of Financial Economics，45(2)，257-281。 |
| 6. | Hadlock, Charles J.、Ryngaert, Michael、Thomas, Shawn(2001)。Corporate Structure and Equity Offerings: Are There Benefits to Diversification?。The Journal of Business，74(4)，613-635。 |
| 7. | Villalonga, Belen(2004)。Diversification Discount or Premium? New Evidence from the Business Information Tracking Series。The Journal of Finance，59(2)，479-506。 |
| 8. | 周賓凰、蔡坤芳(19970400)。臺灣股市日資料特性與事件研究法。證券市場發展，9(2)=34，1-27。 延伸查詢 |
| 9. | Antoniou, Antonios、Holmes, Phil(1995)。Futures Trading, Information and Spot Price Volatility: Evidence for the FTSE-100 Stock Index Futures Contract Using GARCH。Journal of Banking & Finance，19(1)，117-129。 |
| 10. | Subrahmanyam, A.(1991)。A Theory of Trading in Stock Index Futures。Review of Financial Studies，4(1)，17-51。 |
| 11. | 孫梅瑞、陳隆麒(20020300)。臺灣地區上市公司從事購併活動對經營績效影響之研究。中山管理評論，10(1)，155-184。 延伸查詢 |
| 12. | Desai, Hemang、Jain, Prem C.(1999)。Firm Performance and Focus: Long-Run Stock Market Performance Following Spinoffs。Journal of Financial Economics，54(1)，75-101。 |
| 13. | Gilson, Stuart C.、Healy, Paul M.、Noe, Christopher F.、Palepu, Krishna(2001)。Analyst Specialization and Conglomerate Stock Breakups。Journal of Accounting Research，39(3)，565-582。 |
| 14. | Chemmanur, T. J.、Yan, A.(2004)。A Theory of Corporate Spoin-offs。Journal of Financial Economics，72(2)，259-290。 |
| 15. | Burch, T. R.、Nanda, V.(2003)。Divisional Diversity and the Conglomerate Discount: Evidence from Spinoffs。Journal of Financial Economics，70(1)，69-98。 |
| 16. | Bologna, P.、Cavallo, L.(2002)。Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH1。Applied Financial Economics，12(2)，183-192。 |
| 17. | Fowler, K. L.、Schmidt, Dennis R.(1988)。Tender Offers, Acquisitions, and Subsequent Performance in Manufacturing Firms。Academy of Management Journal，31(4)，962-974。 |
| 18. | Habib, M. A.、Johnsen, D. B.、Naik, N. Y.(1997)。Spinoffs and information。Journal of Financial Intermediation，6(1)，153-176。 |
| 19. | Kim, Oliver、Verrecchia, Robert E.(1997)。Pre-announcement and event period private information。Journal of Accounting and Economics，24(3)，395-419。 |
| 20. | Martin, J. E.、Free, C. E.、Thomas, S.(2004)。Corporate Diversification and Shareholder value: A Survey of Recent Literature。Journal of Corporate Finance，9(1)，37-57。 |
| 21. | Mazouz, K.(2004)。The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach。Journal of Empirical Finance，11(3)，695-708。 |
| 22. | Krishnaswami, S.、Subramaniam, V.(1999)。Information asymmetry, valuation, and the corporate spinoff decision。Journal of Financial Economics，53(1)，72-112。 |
| 23. | Nanda, V.、Narayanan, M. P.(1999)。Disentangling value: misvaluation and divestitures。Journal of Financial Intermediation，8(2)，174-204。 |
| 24. | Nanda, V.(1991)。On the good news in equity carve-outs。Journal of Finance，46(4)，1717-1737。 |
| 25. | Shelton, L.(1998)。Strategic business fits and corporate acquisition: Empirical Evidence。Strategic Management Journal，9(3)，279-288。 |
| 26. | Ghosh, Aloke(2001)。Does operating performance really improve following Corporate acquisitions?。The Journal of Corporate Finance，7(2)，151-178。 |
| 27. | Berger, Philip G.、Ofek, Eli(1995)。Diversification's effect on firm value。Journal of Financial Economics，37(1)，39-65。 |
| 28. | Kim, Oliver、Verrecchia, Robert E.(1994)。Market Liquidity and Volume around Earnings Announcements。Journal of Accounting & Economics，17(1/2)，41-67。 |
| 29. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 |
| 30. | Bollerslev, Tim(1987)。A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return。The Review of Economics and Statistics，69(3)，542-547。 |
| 31. | Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics，52(1/2)，5-59。 |
| 32. | Rajan, Raghuram、Servaes, Henri、Zingales, Luigi(2000)。The Cost of Diversity: The Diversification Discount and Inefficient Investment。The Journal of Finance，55(1)，35-80。 |
| 33. | Hasbrouck, Joel(1991)。Measuring the Information Content of Stock Trades。Journal of Finance，46(1)，179-207。 |
| 34. | Gomes, Joao、Livdan, Dmitry(2004)。Optimal Diversification: Reconciling Theory and Evidence。Journal of Finance，59(2)，507-535。 |
| 35. | Myers, Stewart C.、Majluf, Nicholas S.(1984)。Corporate Financing and Investment Decisions When Firms Have Information That Investor Do Not Have。Journal of Financial Economics，13(2)，187-221。 |
| 36. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |
| 37. | Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica，53(6)，1315-1335。 |
| 38. | Lundholm, R. J.(1991)。Public Signals and the Equilibrium Allocation of Private Information。Journal of Accounting Research，29(2)，322-349。 |